It is worth mentioning here that to obtain improvements over standard/natural estimators (best location (scale) equivariant estimator, unrestricted maximum likelihood estimator, etc.) for the unrestricted parameter space, by exploiting the prior information that \(\underline{\theta }\in \Theta _0\) , the two techniques proposed by [1]} and [2]} have been extensively used in the literature. [3]} unified the techniques of [1]} and [2]} by expressing the difference of risk functions through a definite integral, and he named this unified approach the IERD (Integral expression risk difference) method.
